Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (Q5093638)
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scientific article; zbMATH DE number 7565246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7565246 |
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Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations (English)
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29 July 2022
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backward stochastic differential equations
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Sinc-\(\theta\) schemes
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conditional mathematical expectation
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error estimates
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